I cannot find any place to "Go to Mail Preferences". I have tried looking under both "Mail" and "System Preferences" and there is nothing there entitled "Mail Preferences". Where is that button located?

The instructions say "Go to Mail Preferences."

I cannot find any place called "Mail Preferences". I have tried looking under both "Mail" and "System Preferences" and there is nothing there entitled "Mail Preferences". Under "Preferences" there is no subheading as described in the iCloud instructions. Where is that "Mail Preferences" button located?